Data for: Analyzing volatility spillover between the oil market and stock markets in oil-importing and oil-exporting countries: implications on portfolio management
Contributors: Suleman Sarwar, Aviral Kumar Tiwari, Rabeh Khalfaoui
... oil and stock spillover
Data for: Grade-cost relationships within Australian underground gold mines – A 2014-2017 empirical study and potential value implications
Contributors: Sam Ulrich, Allan Trench, Steffen Hagemann
... Australian underground gold mine production and costs data from 1 January 2014 to 31 December 2017. Underground regression models. Gold price, Inflation, Diesel Price data used in the manuscript. Additional open pit production and costs data
Data for: Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900-2016). A dynamic regime approach
Contributors: Vincent Geronimi, Taranco Armand, Edem Anani
... This dataset gather updates (1900-2016) of Pfaffenzeller’s (2103) estimations of the Grilli and Yang Commodity Price Index, or GYCPI, through to 2016 using new data available while remaining as faithful as possible to the solutions identified by Pfaffenzeller et al (2007). The process of updating is exposed in the Working Paper CEMOTEV n°03-2017 (Geronimi, Anani and Taranco, 2017) available at : http://www.cemotev.uvsq.fr/medias/fichier/wp-cemotev-3-2017_1513006036867-pdf?INLINE=FALSE
Top results from Data Repository sources. Show only results like these.
Contributors: Thi Hong Van HOANG, Zhenzhen Zhu, Wing-Keung Wong, Abdelbari El Khamlichi
... This data file contains daily values of world Down Jones indices on 10 different sectors from 31/12/2002 to 31/12/2014. In each sector, there is one conventional index and one Islamic corresponding index. The last column shows daily prices of gold collected from the London Bullion Market. All series are in USD.
Contributors: David Yechiam Aharon, Mahmoud Qadan
... Full Data of the various empirical tests (XLS+ZIP)
Contributors: Sarah Hayes, Erin McCullough
... This file is a compilation of the results from 32 comprehensive criticality studies.
Contributors: Nyakundi Michieka, Richard Gearhart
... Regional data
Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters
Contributors: Mehmet Balcilar, zeynel abidin ozdemir
... Weekly oil spot and futures data.
Data for: Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis
Contributors: Jinyu Chen, Xuehong Zhu, Meirui Zhong
Data for: Coherence, Connectedness and Dynamic Hedging Effectiveness between Emerging Markets Equities and Commodity Index Funds
Contributors: Wasim Ahmad, Anil Mishra, Jitendra Singh
... Coherence, Connectedness and Dynamic Hedging Effectiveness between Emerging Markets Equities and Commodity Index Funds